How to Build an Order Book Simulation with Perspective - 31 March 21

TALK ABSTRACT

Learn how to build a real-time Order Book Dashboard from a simple Python market simulation using Perspective. Participants will learn how to use Perspective’s JupyterLab integration to first interactively develop, test and visualize a simple market model in a Jupyter Notebook; then, using that same model, we’ll develop a production-caliber, high-performance streaming server and interactive web client with Perspective and Apache Arrow.

BACKGROUND FOR THE FINOS PERSPECTIVE PROJECT

Perspective is an interactive visualization component for large, real-time datasets. Originally developed for J.P. Morgan's trading business, Perspective makes it simple to build real-time & user configurable analytics entirely in the browser, or in concert with Python and/or Jupyterlab. Use it to create reports, dashboards, notebooks and applications, with static data or streaming updates via Apache Arrow. As a library, Perspective provides both:

• A fast, memory efficient streaming query engine, written in C++ and compiled for both WebAssembly and Python, with read/write/stream/virtual support for Apache Arrow.
• A framework-agnostic User Interface Custom Element and Jupyterlab Widget, via WebWorker (WebAssembly) or virtually via WebSocket (Python/Node), and a suite of Datagrid and D3FC Chart plugins.

Website | GitHub Repo | Case Study 

SPEAKER BIO

Andrew Stein, Executive Director, J.P. Morgan Chase

Andrew has been a web developer for 15 years. Despite winning the 2018 Nueske’s Bacon Night Award as a member of team “Lard and In Charge” at “Hogs for the Cause” BBQ festival, Andrew rejected a life of perennial BBQ fame and returned to programming full-time where he currently works on Perspective at JPMC.

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